Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-11 646.700256 662.352867 677.750422 694.032682 710.757020 727.430107 745.304755
2026-01-18 625.364756 648.336739 671.240623 695.789085 721.353797 747.191074 775.277420
2026-01-25 612.182036 640.310119 668.631188 699.286112 731.533809 764.454265 800.607996
2026-02-01 600.911323 633.145184 665.865177 701.572442 739.451880 778.446923 821.639415
2026-02-08 591.556728 627.286034 663.812532 703.960013 746.864358 791.358228 841.013133
2026-02-15 582.587847 621.323520 661.176251 705.261994 752.687873 802.197563 857.825914
2026-02-22 574.760746 616.195618 659.074417 706.787791 758.428925 812.668244 873.992265
2026-03-01 567.173608 611.014895 656.629192 707.664238 763.212734 821.886902 888.611365
2026-03-08 559.488873 605.466053 653.543864 707.610160 766.769124 829.588784 901.417596
2026-03-15 553.703502 601.776887 652.287024 709.364221 772.131465 839.119425 916.112700
2026-03-22 547.062743 596.964149 649.631309 709.418538 775.478083 846.316652 928.136679
2026-03-29 542.323867 594.091303 648.964533 711.530439 780.976098 855.788709 942.609454
2026-04-05 538.509236 592.141021 649.230043 714.601669 787.484913 866.353722 958.306723
2026-04-12 534.056201 589.366204 648.479045 716.446290 792.547141 875.253038 972.109815
2026-04-19 531.101999 588.162415 649.384936 720.059183 799.520027 886.240460 988.240446
2026-04-26 527.459355 586.094901 649.244041 722.422260 805.027387 895.544031 1002.455319
2026-05-03 524.076788 584.234246 649.258427 724.889942 810.595618 904.878645 1016.692151
2026-05-10 520.091619 581.611386 648.341421 726.235626 814.835850 912.672858 1029.158105
2026-05-17 516.431585 579.280545 647.684980 727.812651 819.285690 920.668578 1041.839428
2026-05-24 512.470627 576.535375 646.493484 728.718531 822.917930 927.697339 1053.395183
2026-05-31 508.016129 573.156055 644.515588 728.662637 825.394224 933.364657 1063.359770
2026-06-07 504.942929 571.295461 644.212901 730.475617 829.975448 941.418456 1076.076176
2026-06-14 500.835961 568.187961 642.428924 730.531758 832.486473 947.058973 1085.978346